The following pages link to Ying Chen (Q469576):
Displaying 16 items.
- Adaptive dynamic Nelson-Siegel term structure model with applications (Q469578) (← links)
- TVICA -- time varying independent component analysis and its application to financial data (Q1623451) (← links)
- Sparse-group independent component analysis with application to yield curves prediction (Q1727895) (← links)
- Risk related brain regions detection and individual risk classification with 3D image FPCA (Q1756030) (← links)
- Variational Bayesian inference for network autoregression models (Q2076106) (← links)
- Portfolio value at risk based on independent component analysis (Q2372954) (← links)
- Nonparametric Risk Management With Generalized Hyperbolic Distributions (Q3071150) (← links)
- Value at Risk Estimation (Q3112463) (← links)
- MODELING NONSTATIONARY AND LEPTOKURTIC FINANCIAL TIME SERIES (Q3450343) (← links)
- Efficient and positive semidefinite pre-averaging realized covariance estimator (Q5155195) (← links)
- Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics (Q5234371) (← links)
- Localized Realized Volatility Modeling (Q5255678) (← links)
- On Newton non-degeneracy of polynomial mappings (Q6234202) (← links)
- A general fourth-order mesoscopic multiple-relaxation-time lattice Boltzmann model and equivalent macroscopic finite-difference scheme for two-dimensional diffusion equations (Q6446871) (← links)
- The macroscopic finite-difference scheme and modified equations of the general propagation multiple-relaxation-time lattice Boltzmann model (Q6448332) (← links)
- A Cole-Hopf transformation based fourth-order multiple-relaxation-time lattice Boltzmann model for the coupled Burgers' equations (Q6450091) (← links)